+0.3%
XRT vs CP
+32.0%
-31.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +0.8% | -2.7% | +3.5% | +2.2% |
| 30D | -4.2% | +0.2% | -4.4% | -4.4% |
| 3M | +5.1% | +2.6% | +2.5% | +3.3% |
| 6M | +2.4% | +6.0% | -3.6% | -1.3% |
| YTD | +3.2% | +24.9% | -21.7% | -9.5% |
| 1Y | +1.5% | +20.1% | -18.6% | -9.1% |
| 3Y | +40.6% | +16.4% | +24.2% | +25.7% |
| All | +0.3% | +32.0% | -31.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling